Strategy Tester Report
ZigZag_Insight
| 通貨ペア | USDJPY (US Dollar vs Japanese Yen) | ||||
| 期間 | 5分足(M5) 2015.01.02 09:00 - 2024.05.02 23:50 (2015.01.01 - 2024.05.03) | ||||
| モデル | 全ティック (利用可能な最小時間枠による最も正確な方法) | ||||
| パラメーター | MagicNo=50795; Lots=0.01; A_SPREAD=15; E_Depth=16; E_Deviation=5; E_Backstep=3; STOP_LOSS=520; Position_Suu=5; Nanpin_Rieki_L1=650; Nanpin_Rieki_S1=1100; Nanpin_Rieki_L2=1700; Nanpin_Rieki_S2=1300; test=100; | ||||
| テストバー数 | 694905 | モデルティック数 | 237025069 | モデリング品質 | 90.00% |
| 不整合チャートエラー | 3 | ||||
| 初期証拠金 | 500000.00 | スプレッド | 10 | ||
| 純益 | 325762.02 | 総利益 | 730311.24 | 総損失 | -404549.22 |
| プロフィットファクタ | 1.81 | 期待利得 | 105.80 | ||
| 絶対ドローダウン | 17695.00 | 最大ドローダウン | 21785.74 (4.04%) | 相対ドローダウン | 4.05% (20354.00) |
| 総取引数 | 3079 | 売りポジション(勝率%） | 1510 (78.41%) | 買いポジション(勝率%） | 1569 (76.74%) |
| 勝率(%) | 2388 (77.56%) | 負率 (%) | 691 (22.44%) | ||
| 最大 | 勝トレード | 12800.00 | 敗トレード | -4160.00 | |
| 平均 | 勝トレード | 305.83 | 敗トレード | -585.45 | |
| 最大 | 連勝(金額) | 36 (9093.26) | 連敗(金額) | 7 (-4428.84) | |
| 最大 | 連勝(トレード数) | 18101.00 (7) | 連敗(トレード数) | -8026.00 (6) | |
| 平均 | 連勝 | 6 | 連敗 | 2 | |
| # | 時間 | 取引種別 | 注文番号 | 数量 | 価格 | 決済逆指値(S/L) | 決済指値(T/P) | 損益 | 残高 |
| 4351 | 2021.12.15 17:00 | buy | 2176 | 0.01 | 113.789 | 113.269 | 114.289 | ||
| 4352 | 2021.12.15 20:10 | close | 2176 | 0.01 | 113.950 | 113.269 | 114.289 | 161.00 | 731260.94 |
| 4353 | 2021.12.16 11:15 | buy | 2177 | 0.01 | 114.104 | 113.584 | 114.604 | ||
| 4354 | 2021.12.16 17:05 | s/l | 2177 | 0.01 | 113.584 | 113.584 | 114.604 | -520.00 | 730740.94 |
| 4355 | 2021.12.17 09:45 | sell | 2178 | 0.01 | 113.633 | 114.153 | 113.133 | ||
| 4356 | 2021.12.17 11:12 | close | 2178 | 0.01 | 113.512 | 114.153 | 113.133 | 121.00 | 730861.94 |
| 4357 | 2021.12.17 17:45 | sell | 2179 | 0.01 | 113.537 | 114.057 | 113.037 | ||
| 4358 | 2021.12.17 18:00 | sell | 2180 | 0.02 | 113.626 | 114.146 | 113.496 | ||
| 4359 | 2021.12.20 04:00 | t/p | 2180 | 0.02 | 113.496 | 114.146 | 113.496 | 260.00 | 731121.94 |
| 4360 | 2021.12.20 07:54 | close | 2179 | 0.01 | 113.417 | 114.057 | 113.037 | 120.00 | 731241.94 |
| 4361 | 2021.12.21 10:00 | buy | 2181 | 0.01 | 113.666 | 113.146 | 114.166 | ||
| 4362 | 2021.12.21 10:30 | buy | 2182 | 0.02 | 113.581 | 113.061 | 113.661 | ||
| 4363 | 2021.12.21 11:17 | t/p | 2182 | 0.02 | 113.661 | 113.061 | 113.661 | 160.00 | 731401.94 |
| 4364 | 2021.12.21 16:23 | close | 2181 | 0.01 | 113.827 | 113.146 | 114.166 | 161.00 | 731562.94 |
| 4365 | 2021.12.22 14:45 | buy | 2183 | 0.01 | 114.210 | 113.690 | 114.710 | ||
| 4366 | 2021.12.22 16:25 | buy | 2184 | 0.02 | 114.156 | 113.636 | 114.236 | ||
| 4367 | 2021.12.22 16:46 | t/p | 2184 | 0.02 | 114.236 | 113.636 | 114.236 | 160.00 | 731722.94 |
| 4368 | 2021.12.22 22:15 | buy | 2185 | 0.02 | 114.159 | 113.639 | 114.239 | ||
| 4369 | 2021.12.23 08:30 | t/p | 2185 | 0.02 | 114.239 | 113.639 | 114.239 | 179.56 | 731902.50 |
| 4370 | 2021.12.23 14:17 | close | 2183 | 0.01 | 114.371 | 113.690 | 114.710 | 170.78 | 732073.28 |
| 4371 | 2021.12.23 23:00 | buy | 2186 | 0.01 | 114.385 | 113.865 | 114.885 | ||
| 4372 | 2021.12.27 10:16 | close | 2186 | 0.01 | 114.546 | 113.865 | 114.885 | 167.52 | 732240.80 |
| 4373 | 2021.12.28 06:45 | buy | 2187 | 0.01 | 114.840 | 114.320 | 115.340 | ||
| 4374 | 2021.12.29 11:51 | close | 2187 | 0.01 | 115.001 | 114.320 | 115.340 | 164.26 | 732405.06 |
| 4375 | 2022.01.04 17:45 | buy | 2188 | 0.01 | 116.047 | 115.527 | 116.547 | ||
| 4376 | 2022.01.05 01:16 | close | 2188 | 0.01 | 116.208 | 115.527 | 116.547 | 164.26 | 732569.32 |
| 4377 | 2022.01.05 15:30 | sell | 2189 | 0.01 | 115.901 | 116.421 | 115.401 | ||
| 4378 | 2022.01.05 15:44 | close | 2189 | 0.01 | 115.780 | 116.421 | 115.401 | 121.00 | 732690.32 |
| 4379 | 2022.01.05 18:30 | sell | 2190 | 0.01 | 115.921 | 116.441 | 115.421 | ||
| 4380 | 2022.01.05 19:15 | sell | 2191 | 0.02 | 115.968 | 116.488 | 115.838 | ||
| 4381 | 2022.01.06 04:08 | t/p | 2191 | 0.02 | 115.838 | 116.488 | 115.838 | 260.00 | 732950.32 |
| 4382 | 2022.01.06 08:31 | close | 2190 | 0.01 | 115.801 | 116.441 | 115.421 | 120.00 | 733070.32 |
| 4383 | 2022.01.10 23:00 | sell | 2192 | 0.01 | 115.242 | 115.762 | 114.742 | ||
| 4384 | 2022.01.11 03:00 | sell | 2193 | 0.02 | 115.311 | 115.831 | 115.181 | ||
| 4385 | 2022.01.11 04:15 | sell | 2194 | 0.04 | 115.371 | 115.891 | 115.171 | ||
| 4386 | 2022.01.11 09:06 | t/p | 2193 | 0.02 | 115.181 | 115.831 | 115.181 | 260.00 | 733330.32 |
| 4387 | 2022.01.11 09:06 | t/p | 2194 | 0.04 | 115.171 | 115.891 | 115.171 | 800.00 | 734130.32 |
| 4388 | 2022.01.12 15:41 | close | 2192 | 0.01 | 115.122 | 115.762 | 114.742 | 120.00 | 734250.32 |
| 4389 | 2022.01.14 09:30 | sell | 2195 | 0.01 | 113.763 | 114.283 | 113.263 | ||
| 4390 | 2022.01.14 11:30 | sell | 2196 | 0.02 | 113.885 | 114.405 | 113.755 | ||
| 4391 | 2022.01.14 12:15 | sell | 2197 | 0.04 | 113.934 | 114.454 | 113.734 | ||
| 4392 | 2022.01.14 14:20 | t/p | 2196 | 0.02 | 113.755 | 114.405 | 113.755 | 260.00 | 734510.32 |
| 4393 | 2022.01.14 14:39 | t/p | 2197 | 0.04 | 113.734 | 114.454 | 113.734 | 800.00 | 735310.32 |
| 4394 | 2022.01.14 15:30 | close | 2195 | 0.01 | 113.643 | 114.283 | 113.263 | 120.00 | 735430.32 |
| 4395 | 2022.01.14 19:00 | sell | 2198 | 0.01 | 113.901 | 114.421 | 113.401 | ||
| 4396 | 2022.01.17 02:14 | s/l | 2198 | 0.01 | 114.421 | 114.421 | 113.401 | -520.00 | 734910.32 |
| 4397 | 2022.01.18 02:00 | buy | 2199 | 0.01 | 114.575 | 114.055 | 115.075 | ||
| 4398 | 2022.01.18 02:30 | buy | 2200 | 0.02 | 114.502 | 113.982 | 114.582 | ||
| 4399 | 2022.01.18 04:46 | t/p | 2200 | 0.02 | 114.582 | 113.982 | 114.582 | 160.00 | 735070.32 |
| 4400 | 2022.01.18 04:52 | close | 2199 | 0.01 | 114.737 | 114.055 | 115.075 | 162.00 | 735232.32 |
| 4401 | 2022.01.18 10:30 | buy | 2201 | 0.01 | 114.720 | 114.200 | 115.220 | ||
| 4402 | 2022.01.18 11:15 | buy | 2202 | 0.02 | 114.576 | 114.056 | 114.656 | ||
| 4403 | 2022.01.18 11:48 | t/p | 2202 | 0.02 | 114.656 | 114.056 | 114.656 | 160.00 | 735392.32 |
| 4404 | 2022.01.18 17:00 | buy | 2203 | 0.02 | 114.524 | 114.004 | 114.604 | ||
| 4405 | 2022.01.18 17:11 | t/p | 2203 | 0.02 | 114.604 | 114.004 | 114.604 | 160.00 | 735552.32 |
| 4406 | 2022.01.19 07:51 | s/l | 2201 | 0.01 | 114.200 | 114.200 | 115.220 | -516.74 | 735035.58 |
| 4407 | 2022.01.21 08:45 | sell | 2204 | 0.01 | 113.864 | 114.384 | 113.364 | ||
| 4408 | 2022.01.21 10:20 | sell | 2205 | 0.02 | 113.910 | 114.430 | 113.780 | ||
| 4409 | 2022.01.21 10:45 | sell | 2206 | 0.04 | 113.970 | 114.490 | 113.770 | ||
| 4410 | 2022.01.21 14:15 | t/p | 2205 | 0.02 | 113.780 | 114.430 | 113.780 | 260.00 | 735295.58 |
| 4411 | 2022.01.21 14:21 | t/p | 2206 | 0.04 | 113.770 | 114.490 | 113.770 | 800.00 | 736095.58 |
| 4412 | 2022.01.21 14:28 | close | 2204 | 0.01 | 113.744 | 114.384 | 113.364 | 120.00 | 736215.58 |
| 4413 | 2022.01.24 01:15 | sell | 2207 | 0.01 | 113.751 | 114.271 | 113.251 | ||
| 4414 | 2022.01.24 02:30 | sell | 2208 | 0.02 | 113.799 | 114.319 | 113.669 | ||
| 4415 | 2022.01.24 03:15 | sell | 2209 | 0.04 | 113.842 | 114.362 | 113.642 | ||
| 4416 | 2022.01.24 04:00 | sell | 2210 | 0.08 | 113.885 | 114.405 | 113.485 | ||
| 4417 | 2022.01.24 07:59 | close | 2207 | 0.01 | 113.766 | 114.271 | 113.251 | -15.00 | 736200.58 |
| 4418 | 2022.01.24 07:59 | close | 2208 | 0.02 | 113.766 | 114.319 | 113.669 | 66.00 | 736266.58 |
| 4419 | 2022.01.24 07:59 | close | 2209 | 0.04 | 113.766 | 114.362 | 113.642 | 304.00 | 736570.58 |
| 4420 | 2022.01.24 07:59 | close | 2210 | 0.08 | 113.766 | 114.405 | 113.485 | 952.00 | 737522.58 |
| 4421 | 2022.01.24 14:00 | sell | 2211 | 0.01 | 113.810 | 114.330 | 113.310 | ||
| 4422 | 2022.01.24 15:31 | close | 2211 | 0.01 | 113.689 | 114.330 | 113.310 | 121.00 | 737643.58 |
| 4423 | 2022.01.24 16:45 | sell | 2212 | 0.01 | 113.848 | 114.368 | 113.348 | ||
| 4424 | 2022.01.24 17:30 | sell | 2213 | 0.02 | 113.896 | 114.416 | 113.766 | ||
| 4425 | 2022.01.24 19:13 | t/p | 2213 | 0.02 | 113.766 | 114.416 | 113.766 | 260.00 | 737903.58 |
| 4426 | 2022.01.24 20:02 | close | 2212 | 0.01 | 113.727 | 114.368 | 113.348 | 121.00 | 738024.58 |
| 4427 | 2022.01.25 03:00 | buy | 2214 | 0.01 | 114.001 | 113.481 | 114.501 | ||
| 4428 | 2022.01.25 03:10 | buy | 2215 | 0.02 | 113.939 | 113.419 | 114.019 | ||
| 4429 | 2022.01.25 03:15 | buy | 2216 | 0.04 | 113.867 | 113.347 | 114.067 | ||
| 4430 | 2022.01.25 04:15 | buy | 2217 | 0.08 | 113.822 | 113.302 | 114.222 | ||
| 4431 | 2022.01.25 06:45 | buy | 2218 | 0.16 | 113.692 | 113.172 | 114.492 | ||
| 4432 | 2022.01.25 08:15 | close | 2214 | 0.01 | 113.829 | 113.481 | 114.501 | -172.00 | 737852.58 |
| 4433 | 2022.01.25 08:15 | close | 2215 | 0.02 | 113.829 | 113.419 | 114.019 | -220.00 | 737632.58 |
| 4434 | 2022.01.25 08:15 | close | 2216 | 0.04 | 113.829 | 113.347 | 114.067 | -152.00 | 737480.58 |
| 4435 | 2022.01.25 08:15 | close | 2217 | 0.08 | 113.829 | 113.302 | 114.222 | 56.00 | 737536.58 |
| 4436 | 2022.01.25 08:15 | close | 2218 | 0.16 | 113.829 | 113.172 | 114.492 | 2192.00 | 739728.58 |
| 4437 | 2022.01.25 16:00 | buy | 2219 | 0.01 | 113.900 | 113.380 | 114.400 | ||
| 4438 | 2022.01.26 10:18 | close | 2219 | 0.01 | 114.061 | 113.380 | 114.400 | 164.26 | 739892.84 |
| 4439 | 2022.01.27 03:15 | buy | 2220 | 0.01 | 114.621 | 114.101 | 115.121 | ||
| 4440 | 2022.01.27 04:15 | buy | 2221 | 0.02 | 114.498 | 113.978 | 114.578 | ||
| 4441 | 2022.01.27 04:48 | t/p | 2221 | 0.02 | 114.578 | 113.978 | 114.578 | 160.00 | 740052.84 |
| 4442 | 2022.01.27 09:45 | close | 2220 | 0.01 | 114.782 | 114.101 | 115.121 | 161.00 | 740213.84 |
| 4443 | 2022.01.27 20:45 | buy | 2222 | 0.01 | 115.283 | 114.763 | 115.783 | ||
| 4444 | 2022.01.27 21:00 | buy | 2223 | 0.02 | 115.212 | 114.692 | 115.292 | ||
| 4445 | 2022.01.27 21:59 | t/p | 2223 | 0.02 | 115.292 | 114.692 | 115.292 | 160.00 | 740373.84 |
| 4446 | 2022.01.28 02:14 | close | 2222 | 0.01 | 115.444 | 114.763 | 115.783 | 164.26 | 740538.10 |
| 4447 | 2022.02.01 16:45 | sell | 2224 | 0.01 | 114.762 | 115.282 | 114.262 | ||
| 4448 | 2022.02.01 17:15 | sell | 2225 | 0.02 | 114.841 | 115.361 | 114.711 | ||
| 4449 | 2022.02.01 19:18 | t/p | 2225 | 0.02 | 114.711 | 115.361 | 114.711 | 260.00 | 740798.10 |
| 4450 | 2022.02.01 20:08 | close | 2224 | 0.01 | 114.640 | 115.282 | 114.262 | 122.00 | 740920.10 |
| 4451 | 2022.02.04 03:15 | buy | 2226 | 0.01 | 114.925 | 114.405 | 115.425 | ||
| 4452 | 2022.02.04 03:45 | buy | 2227 | 0.02 | 114.842 | 114.322 | 114.922 | ||
| 4453 | 2022.02.04 04:49 | t/p | 2227 | 0.02 | 114.922 | 114.322 | 114.922 | 160.00 | 741080.10 |
| 4454 | 2022.02.04 09:55 | close | 2226 | 0.01 | 115.086 | 114.405 | 115.425 | 161.00 | 741241.10 |
| 4455 | 2022.02.08 21:30 | buy | 2228 | 0.01 | 115.483 | 114.963 | 115.983 | ||
| 4456 | 2022.02.09 01:00 | close | 2228 | 0.01 | 115.644 | 114.963 | 115.983 | 164.26 | 741405.36 |
| 4457 | 2022.02.09 02:15 | buy | 2229 | 0.01 | 115.497 | 114.977 | 115.997 | ||
| 4458 | 2022.02.10 08:25 | close | 2229 | 0.01 | 115.658 | 114.977 | 115.997 | 170.78 | 741576.14 |
| 4459 | 2022.02.10 11:00 | buy | 2230 | 0.01 | 115.567 | 115.047 | 116.067 | ||
| 4460 | 2022.02.10 11:06 | close | 2230 | 0.01 | 115.728 | 115.047 | 116.067 | 161.00 | 741737.14 |
| 4461 | 2022.02.10 15:15 | buy | 2231 | 0.01 | 115.756 | 115.236 | 116.256 | ||
| 4462 | 2022.02.10 15:30 | close | 2231 | 0.01 | 115.918 | 115.236 | 116.256 | 162.00 | 741899.14 |
| 4463 | 2022.02.14 01:00 | sell | 2232 | 0.01 | 115.453 | 115.973 | 114.953 | ||
| 4464 | 2022.02.14 01:15 | sell | 2233 | 0.02 | 115.501 | 116.021 | 115.371 | ||
| 4465 | 2022.02.14 02:00 | sell | 2234 | 0.04 | 115.576 | 116.096 | 115.376 | ||
| 4466 | 2022.02.14 02:30 | close | 2232 | 0.01 | 115.379 | 115.973 | 114.953 | 74.00 | 741973.14 |
| 4467 | 2022.02.14 02:30 | close | 2233 | 0.02 | 115.379 | 116.021 | 115.371 | 244.00 | 742217.14 |
| 4468 | 2022.02.14 02:30 | close | 2234 | 0.04 | 115.379 | 116.096 | 115.376 | 788.00 | 743005.14 |
| 4469 | 2022.02.14 14:45 | sell | 2235 | 0.01 | 115.371 | 115.891 | 114.871 | ||
| 4470 | 2022.02.14 15:00 | sell | 2236 | 0.02 | 115.450 | 115.970 | 115.320 | ||
| 4471 | 2022.02.14 16:25 | sell | 2237 | 0.04 | 115.499 | 116.019 | 115.299 | ||
| 4472 | 2022.02.14 17:15 | sell | 2238 | 0.08 | 115.552 | 116.072 | 115.152 | ||
| 4473 | 2022.02.14 21:00 | close | 2235 | 0.01 | 115.425 | 115.891 | 114.871 | -54.00 | 742951.14 |
| 4474 | 2022.02.14 21:00 | close | 2236 | 0.02 | 115.425 | 115.970 | 115.320 | 50.00 | 743001.14 |
| 4475 | 2022.02.14 21:00 | close | 2237 | 0.04 | 115.425 | 116.019 | 115.299 | 296.00 | 743297.14 |
| 4476 | 2022.02.14 21:00 | close | 2238 | 0.08 | 115.425 | 116.072 | 115.152 | 1016.00 | 744313.14 |
| 4477 | 2022.02.15 20:30 | buy | 2239 | 0.01 | 115.614 | 115.094 | 116.114 | ||
| 4478 | 2022.02.16 00:25 | buy | 2240 | 0.02 | 115.564 | 115.044 | 115.644 | ||
| 4479 | 2022.02.16 01:44 | t/p | 2240 | 0.02 | 115.644 | 115.044 | 115.644 | 160.00 | 744473.14 |
| 4480 | 2022.02.16 10:38 | close | 2239 | 0.01 | 115.775 | 115.094 | 116.114 | 164.26 | 744637.40 |
| 4481 | 2022.02.17 03:15 | sell | 2241 | 0.01 | 115.479 | 115.999 | 114.979 | ||
| 4482 | 2022.02.17 05:53 | close | 2241 | 0.01 | 115.358 | 115.999 | 114.979 | 121.00 | 744758.40 |
| 4483 | 2022.02.18 03:15 | sell | 2242 | 0.01 | 114.953 | 115.473 | 114.453 | ||
| 4484 | 2022.02.18 03:45 | sell | 2243 | 0.02 | 115.141 | 115.661 | 115.011 | ||
| 4485 | 2022.02.18 16:35 | t/p | 2243 | 0.02 | 115.011 | 115.661 | 115.011 | 260.00 | 745018.40 |
| 4486 | 2022.02.21 03:15 | sell | 2244 | 0.02 | 115.068 | 115.588 | 114.938 | ||
| 4487 | 2022.02.21 05:13 | t/p | 2244 | 0.02 | 114.938 | 115.588 | 114.938 | 260.00 | 745278.40 |
| 4488 | 2022.02.21 10:35 | close | 2242 | 0.01 | 114.832 | 115.473 | 114.453 | 121.00 | 745399.40 |
| 4489 | 2022.02.21 23:15 | sell | 2245 | 0.01 | 114.835 | 115.355 | 114.335 | ||
| 4490 | 2022.02.22 00:18 | close | 2245 | 0.01 | 114.710 | 115.355 | 114.335 | 125.00 | 745524.40 |
| 4491 | 2022.02.22 08:00 | sell | 2246 | 0.01 | 114.720 | 115.240 | 114.220 | ||
| 4492 | 2022.02.22 10:15 | sell | 2247 | 0.02 | 114.802 | 115.322 | 114.672 | ||
| 4493 | 2022.02.22 16:59 | s/l | 2246 | 0.01 | 115.240 | 115.240 | 114.220 | -520.00 | 745004.40 |
| 4494 | 2022.02.24 05:56 | t/p | 2247 | 0.02 | 114.672 | 115.322 | 114.672 | 260.00 | 745264.40 |
| 4495 | 2022.02.24 10:30 | sell | 2248 | 0.01 | 114.735 | 115.255 | 114.235 | ||
| 4496 | 2022.02.24 10:49 | close | 2248 | 0.01 | 114.614 | 115.255 | 114.235 | 121.00 | 745385.40 |
| 4497 | 2022.02.24 14:00 | sell | 2249 | 0.01 | 114.777 | 115.297 | 114.277 | ||
| 4498 | 2022.02.24 14:30 | close | 2249 | 0.01 | 114.656 | 115.297 | 114.277 | 121.00 | 745506.40 |
| 4499 | 2022.02.24 15:15 | sell | 2250 | 0.01 | 114.901 | 115.421 | 114.401 | ||
| 4500 | 2022.02.24 15:30 | close | 2250 | 0.01 | 114.751 | 115.421 | 114.401 | 150.00 | 745656.40 |